Fats & Sweets: Limit calories from these as they are "empty"calories and often times of little nutritional value. We suggest making your own "sweets" in the form of carrot cookies, trail mixes, dips made from yogurt and fruits etc. The new Food Pyramid does include "fats", some in the form of oils - such as olive oil in cooking. The "fats" limit refers to food such as doughnuts, fried foods etc.